Various analgesic applications can be used during extracorporeal shock wave lithotripsy (SWL) for pain relief and maximal success rate. Intracutaneous sterile water injection (ISWI) has been shown to be effective in several types of pain, but a gap exists about its use during SWL. In this paper, we aimed to evaluate the effect of ISWI during SWL and compare that with diclofenac sodium injection used commonly to provide ideal patient contentment. Patients with kidney stone were randomized to have either ISWI therapy or intramuscular non-steroid anti-inflammatory drug (diclofenac sodium) injection. Using a syringe, 2–3 ml of sterile water was administered to the triangle area bounded by the 12th costal margin, the iliac crest and the vertebral spine in prone position. Visual analog scale (VAS) was employed to record pain scores of patients. Other parameters including stone size, SWL duration, total shock waves given, used energy and the necessity of rescue analgesia were also noted. A total of 524 patients were recruited, of those 216 patients were treated with ISWI and 308 patients had diclofenac sodium injections. The characteristics of the patients and shockwave therapy did not differ significantly between the two groups. Although the mean VAS scores prior to SWL and at every voltage increment during the procedure did not differ, more patients in the diclofenac sodium injection group required rescue analgesia with significantly greater side effects. ISWI is found to be as effective as the diclofenac sodium injection for pain management during SWL with lower adverse event rates.